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From
Overconfidence Behavior and Disposition Effect of Investors in Taiwan Stock Market: Another Features to Visit
Hsiang-Hsi Liu, Fei-Jen Kan
Journal of Finance and Economics
.
2021
, 9(5), 170-183 doi:10.12691/jfe-9-5-2
Table 1. ADF Unit Root Test for Individual Stock Turnover (turnt), Individual Stock Return (rett) and Market Return (mrett)
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Table 2. ARCH-LM Tests for VAR Model Residuals (t2) in Conditional Mean Equations (1), (2) and (3)
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Table 3. Estimation Results for Individual Stocks with Overconfidence Effects Only (Company Code 1451)
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Table 4. Estimation Results for Individual Stocks with Disposition Effects Only (Company Code 2511)
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Table 5. Estimation Results for Individual Stocks with Overconfidence and Disposition Effects (Company Code1 1459)
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Table 6. Estimation Results for Individual Stocks that Have neither Overconfidence nor Disposition Effects (Company Code1 1102)
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Table 7. Overview of Individual Stocks (Company Codes) with Only Overconfidence Effects and Only Disposition Effects
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Table 8. Overview of Individual stocks (Company Codes) that Have Both the Overconfidence and the Disposition Effects and the Stocks that Do Not Have Overconfidence or Disposition Effect
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Table 9. Statistical Results of Deposition and Overconfidence Effects of High-Risk and Low-Risk for Individual Stocks
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